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make these points clear, we develop theory describing local applications to time series of both least-squares and least …
Persistent link: https://www.econbiz.de/10011126408
In statistical analysis, particularly in econometrics, it is usual to consider regression models where the dependent variable is censored (limited). In particular, a censoring scheme to the left of zero is considered here. In this article, an extension of the classical normal censored model is...
Persistent link: https://www.econbiz.de/10010998678
Risk factor models in clinical epidemiology are important for identifying individuals at high risk of poor health outcomes and for guiding intervention strategies to reduce risk. Such models are often based on generalised linear models (GLM) with a multiplicative risk, rate or odds assumption....
Persistent link: https://www.econbiz.de/10010871330
This paper describes a way of constructing an ECM algorithm such that it converges at the rate of the EM algorithm. The approach is motivated by the well known conjugate directions algorithm, and a special case of it is when the parameters corresponding to different CM steps are orthogonal....
Persistent link: https://www.econbiz.de/10004980575
Typically locus specific genotype data do not contain information regarding the gametic phase of haplotypes, especially when an individual is heterozygous at more than one locus among a large number of linked polymorphic loci. Thus, studying disease-haplotype association using unphased genotype...
Persistent link: https://www.econbiz.de/10005585153
Mixtures of common factor analyzers (MCFA), thought of as a parsimonious extension of mixture factor analyzers (MFA), have recently been developed as a novel approach to analyzing high-dimensional data, where the number of observations n is not very large relative to their dimension p. The key...
Persistent link: https://www.econbiz.de/10010665708
A three parameter (location, scale, shape) generalization of the logistic distribution is fitted to data. Local maximum likelihood estimators of the parameters are derived. Although the likelihood function is unbounded, the likelihood equations have a consistent root. ML-estimation combined with...
Persistent link: https://www.econbiz.de/10005562299
-dimensional data. This approach, which is deemed to be one of natural parametric extensions with respect to normal-theory models …
Persistent link: https://www.econbiz.de/10010634348
Persistent link: https://www.econbiz.de/10005037349
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